| Trading Metrics calculated at close of trading on 25-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2024 |
25-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
5,115.25 |
5,070.00 |
-45.25 |
-0.9% |
5,166.50 |
| High |
5,128.75 |
5,132.75 |
4.00 |
0.1% |
5,213.25 |
| Low |
5,072.25 |
5,022.25 |
-50.00 |
-1.0% |
4,963.50 |
| Close |
5,107.50 |
5,082.25 |
-25.25 |
-0.5% |
5,003.75 |
| Range |
56.50 |
110.50 |
54.00 |
95.6% |
249.75 |
| ATR |
67.11 |
70.21 |
3.10 |
4.6% |
0.00 |
| Volume |
1,512,469 |
1,887,635 |
375,166 |
24.8% |
10,311,309 |
|
| Daily Pivots for day following 25-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,410.50 |
5,357.00 |
5,143.00 |
|
| R3 |
5,300.00 |
5,246.50 |
5,112.75 |
|
| R2 |
5,189.50 |
5,189.50 |
5,102.50 |
|
| R1 |
5,136.00 |
5,136.00 |
5,092.50 |
5,162.75 |
| PP |
5,079.00 |
5,079.00 |
5,079.00 |
5,092.50 |
| S1 |
5,025.50 |
5,025.50 |
5,072.00 |
5,052.25 |
| S2 |
4,968.50 |
4,968.50 |
5,062.00 |
|
| S3 |
4,858.00 |
4,915.00 |
5,051.75 |
|
| S4 |
4,747.50 |
4,804.50 |
5,021.50 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,809.50 |
5,656.25 |
5,141.00 |
|
| R3 |
5,559.75 |
5,406.50 |
5,072.50 |
|
| R2 |
5,310.00 |
5,310.00 |
5,049.50 |
|
| R1 |
5,156.75 |
5,156.75 |
5,026.75 |
5,108.50 |
| PP |
5,060.25 |
5,060.25 |
5,060.25 |
5,036.00 |
| S1 |
4,907.00 |
4,907.00 |
4,980.75 |
4,858.75 |
| S2 |
4,810.50 |
4,810.50 |
4,958.00 |
|
| S3 |
4,560.75 |
4,657.25 |
4,935.00 |
|
| S4 |
4,311.00 |
4,407.50 |
4,866.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,132.75 |
4,963.50 |
169.25 |
3.3% |
81.50 |
1.6% |
70% |
True |
False |
1,739,826 |
| 10 |
5,248.75 |
4,963.50 |
285.25 |
5.6% |
80.00 |
1.6% |
42% |
False |
False |
1,865,840 |
| 20 |
5,333.50 |
4,963.50 |
370.00 |
7.3% |
73.00 |
1.4% |
32% |
False |
False |
1,736,634 |
| 40 |
5,333.50 |
4,963.50 |
370.00 |
7.3% |
62.25 |
1.2% |
32% |
False |
False |
1,423,126 |
| 60 |
5,333.50 |
4,921.00 |
412.50 |
8.1% |
58.25 |
1.1% |
39% |
False |
False |
951,131 |
| 80 |
5,333.50 |
4,754.50 |
579.00 |
11.4% |
55.50 |
1.1% |
57% |
False |
False |
714,510 |
| 100 |
5,333.50 |
4,650.00 |
683.50 |
13.4% |
52.50 |
1.0% |
63% |
False |
False |
571,835 |
| 120 |
5,333.50 |
4,370.25 |
963.25 |
19.0% |
50.50 |
1.0% |
74% |
False |
False |
476,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,602.50 |
|
2.618 |
5,422.00 |
|
1.618 |
5,311.50 |
|
1.000 |
5,243.25 |
|
0.618 |
5,201.00 |
|
HIGH |
5,132.75 |
|
0.618 |
5,090.50 |
|
0.500 |
5,077.50 |
|
0.382 |
5,064.50 |
|
LOW |
5,022.25 |
|
0.618 |
4,954.00 |
|
1.000 |
4,911.75 |
|
1.618 |
4,843.50 |
|
2.618 |
4,733.00 |
|
4.250 |
4,552.50 |
|
|
| Fisher Pivots for day following 25-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,080.75 |
5,080.75 |
| PP |
5,079.00 |
5,079.00 |
| S1 |
5,077.50 |
5,077.50 |
|